BVT Call 75 MS 21.06.2024
/ DE000VD0DC16
BVT Call 75 MS 21.06.2024/ DE000VD0DC16 /
| 2024-05-21 8:40:00 AM |
Chg.-0.04 |
Bid6:39:35 PM |
Ask6:39:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
-1.65% |
2.49
Bid Size: 22,000 |
2.51
Ask Size: 22,000 |
Morgan Stanley |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0DC1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.22 |
| Parity: |
2.33 |
| Time value: |
0.07 |
| Break-even: |
93.06 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
3.64 |
| Rho: |
0.05 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.29% |
| 1 Month |
|
|
+64.83% |
| 3 Months |
|
|
+111.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.27 |
| 1M High / 1M Low: |
2.43 |
1.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
